+432.9%
SNXX vs CSX
+33.1%
+399.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.9% | +22.5% | +22.3% |
| 7D | +34.9% | -3.4% | +38.3% | +40.8% |
| 30D | +52.5% | -3.1% | +55.6% | +59.4% |
| 3M | -41.3% | +7.2% | -48.5% | -45.7% |
| 6M | +293.8% | +16.2% | +277.6% | +212.3% |
| All | +432.9% | +33.1% | +399.9% | +391.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling